American option: an optimal stopping problem
Math. Finance Lett., 2015 (2015), Article ID 10
Table of Contents
Solutions to some portfolio optimization problems with stochastic income and consumption
Math. Finance Lett., 2015 (2015), Article ID 9
New stochastic model applied in assessment of the financial distress
Math. Finance Lett., 2015 (2015), Article ID 8
The Schwartz and Smith (2000) model with state-dependent risk premia
Math. Finance Lett., 2015 (2015), Article ID 7
The link between asymmetric and symmetric optimal portfolios in fads models
Math. Finance Lett., 2015 (2015), Article ID 6
Pricing and hedging of best of asset options, a Malliavin calculus approach
Math. Finance Lett., 2015 (2015), Article ID 5
An elementary linear functional approach to the fundamental theorem of asset pricing
Math. Finance Lett., 2015 (2015), Article ID 4
Some statistical properties of the mini flash crashes
Math. Finance Lett., 2015 (2015), Article ID 3
Offsetting the disposition effect with a stop-loss rule
Math. Finance Lett., 2015 (2015), Article ID 2
Basket option pricing using Mellin transforms
Math. Finance Lett., 2015 (2015), Article ID 1